Term Structure of Interest Rates

 

में बचाया:
ग्रंथसूची विवरण
लेखक: Stradi, Benito A.
स्वरूप: artículo original
स्थिति:Versión publicada
प्रकाशन तिथि:2005
विवरण:The risk free rate on bonds is a very important quantity that allows calculation of premium values on bonds. This quantity of stochastic nature has been modeled with different degrees of sophistication. This paper reviews the major models utilized in the estimation of the risk free rate and gives an example of the behavior generated by one of these models.
देश:Portal de Revistas UCR
संस्थान:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
भाषा:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/257
ऑनलाइन पहुंच:https://revistas.ucr.ac.cr/index.php/matematica/article/view/257
Access Level:acceso abierto
संकेत शब्द:Interest Rates
Term Structure
Stock Dynamics
Tasas de Interés
Estructura de Tasas de Interés
Dinámica de Acciones